Fix history_metadata accesses for unusual symbols

tests/ticker.py

@@ -52,12 +52,16 @@ def test_getTz(self):
     def test_badTicker(self):
         # Check yfinance doesn't die when ticker delisted
 
-        tkr = "AM2Z.TA"
+        tkr = "DJI"  # typo of "^DJI"
         dat = yf.Ticker(tkr, session=self.session)
         dat.history(period="1wk")
         dat.history(start="2022-01-01")
         dat.history(start="2022-01-01", end="2022-03-01")
         yf.download([tkr], period="1wk")
+
+        for k in dat.fast_info:
+            dat.fast_info[k]
+
         dat.isin
         dat.major_holders
         dat.institutional_holders
@@ -91,43 +95,48 @@ def test_badTicker(self):
     def test_goodTicker(self):
         # that yfinance works when full api is called on same instance of ticker
 
-        tkr = "IBM"
-        dat = yf.Ticker(tkr, session=self.session)
-
-        dat.isin
-        dat.major_holders
-        dat.institutional_holders
-        dat.mutualfund_holders
-        dat.dividends
-        dat.splits
-        dat.actions
-        dat.shares
-        dat.get_shares_full()
-        dat.info
-        dat.calendar
-        dat.recommendations
-        dat.earnings
-        dat.quarterly_earnings
-        dat.income_stmt
-        dat.quarterly_income_stmt
-        dat.balance_sheet
-        dat.quarterly_balance_sheet
-        dat.cashflow
-        dat.quarterly_cashflow
-        dat.recommendations_summary
-        dat.analyst_price_target
-        dat.revenue_forecasts
-        dat.sustainability
-        dat.options
-        dat.news
-        dat.earnings_trend
-        dat.earnings_dates
-        dat.earnings_forecasts
+        tkrs = ["IBM"]
+        tkrs.append("QCSTIX")  # weird ticker, no price history but has previous close
+        for tkr in tkrs:
+            dat = yf.Ticker(tkr, session=self.session)
 
-        dat.history(period="1wk")
-        dat.history(start="2022-01-01")
-        dat.history(start="2022-01-01", end="2022-03-01")
-        yf.download([tkr], period="1wk")
+            dat.history(period="1wk")
+            dat.history(start="2022-01-01")
+            dat.history(start="2022-01-01", end="2022-03-01")
+            yf.download([tkr], period="1wk")
+
+            for k in dat.fast_info:
+                dat.fast_info[k]
+
+            dat.isin
+            dat.major_holders
+            dat.institutional_holders
+            dat.mutualfund_holders
+            dat.dividends
+            dat.splits
+            dat.actions
+            dat.shares
+            dat.get_shares_full()
+            dat.info
+            dat.calendar
+            dat.recommendations
+            dat.earnings
+            dat.quarterly_earnings
+            dat.income_stmt
+            dat.quarterly_income_stmt
+            dat.balance_sheet
+            dat.quarterly_balance_sheet
+            dat.cashflow
+            dat.quarterly_cashflow
+            dat.recommendations_summary
+            dat.analyst_price_target
+            dat.revenue_forecasts
+            dat.sustainability
+            dat.options
+            dat.news
+            dat.earnings_trend
+            dat.earnings_dates
+            dat.earnings_forecasts
 
 
 class TestTickerHistory(unittest.TestCase):

yfinance/base.py

@@ -270,28 +270,39 @@ def last_price(self):
             return self._last_price
         prices = self._get_1y_prices()
         if prices.empty:
-            self._last_price = self._get_exchange_metadata()["regularMarketPrice"]
+            md = self._get_exchange_metadata()
+            if "regularMarketPrice" in md:
+                self._last_price = md["regularMarketPrice"]
         else:
             self._last_price = float(prices["Close"].iloc[-1])
             if _np.isnan(self._last_price):
-                self._last_price = self._get_exchange_metadata()["regularMarketPrice"]
+                md = self._get_exchange_metadata()
+                if "regularMarketPrice" in md:
+                    self._last_price = md["regularMarketPrice"]
         return self._last_price
 
     @property
     def previous_close(self):
         if self._prev_close is not None:
             return self._prev_close
         prices = self._get_1wk_1h_prepost_prices()
-        prices = prices[["Close"]].groupby(prices.index.date).last()
-        if prices.shape[0] < 2:
-            # Very few symbols have previousClose despite no 
-            # no trading data. E.g. 'QCSTIX'.
-            # So fallback to original info[] if available.
-            self._tkr.info  # trigger fetch
-            if "previousClose" in self._tkr._quote._retired_info:
-                self._prev_close = self._tkr._quote._retired_info["previousClose"]
+        fail = False
+        if prices.empty:
+            fail = True
         else:
-            self._prev_close = float(prices["Close"].iloc[-2])
+            prices = prices[["Close"]].groupby(prices.index.date).last()
+            if prices.shape[0] < 2:
+                # Very few symbols have previousClose despite no 
+                # no trading data e.g. 'QCSTIX'.
+                fail = True
+            else:
+                self._prev_close = float(prices["Close"].iloc[-2])
+        if fail:
+            # Fallback to original info[] if available.
+            self._tkr.info  # trigger fetch
+            k = "previousClose"
+            if self._tkr._quote._retired_info is not None and k in self._tkr._quote._retired_info:
+                self._prev_close = self._tkr._quote._retired_info[k]
         return self._prev_close
 
     @property
@@ -309,8 +320,9 @@ def regular_market_previous_close(self):
             # no trading data. E.g. 'QCSTIX'.
             # So fallback to original info[] if available.
             self._tkr.info  # trigger fetch
-            if "regularMarketPreviousClose" in self._tkr._quote._retired_info:
-                self._reg_prev_close = self._tkr._quote._retired_info["regularMarketPreviousClose"]
+            k = "regularMarketPreviousClose"
+            if self._tkr._quote._retired_info is not None and k in self._tkr._quote._retired_info:
+                self._reg_prev_close = self._tkr._quote._retired_info[k]
         else:
             self._reg_prev_close = float(prices["Close"].iloc[-2])
         return self._reg_prev_close
@@ -483,8 +495,9 @@ def market_cap(self):
             # E.g. 'BTC-USD'
             # So fallback to original info[] if available.
             self._tkr.info
-            if "marketCap" in self._tkr._quote._retired_info:
-                self._mcap = self._tkr._quote._retired_info["marketCap"]
+            k = "marketCap"
+            if self._tkr._quote._retired_info is not None and k in self._tkr._quote._retired_info:
+                self._mcap = self._tkr._quote._retired_info[k]
         else:
             self._mcap = float(shares * self.last_price)
         return self._mcap

yfinance/utils.py

@@ -699,7 +699,7 @@ def format_history_metadata(md):
     tz = md["exchangeTimezoneName"]
 
     for k in ["firstTradeDate", "regularMarketTime"]:
-        if k in md:
+        if k in md and md[k] is not None:
             md[k] = _pd.to_datetime(md[k], unit='s', utc=True).tz_convert(tz)
 
     if "currentTradingPeriod" in md: